-72.0%
TTD vs PTC
+0.1%
-72.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +2.7% |
| 7D | +3.7% | +0.1% | +3.6% | +3.6% |
| 30D | +10.4% | +1.5% | +8.9% | +10.0% |
| 3M | -31.6% | +37.8% | -69.4% | -38.8% |
| 6M | -45.1% | +41.2% | -86.3% | -51.7% |
| YTD | -65.1% | +12.0% | -77.2% | -65.8% |
| 1Y | -72.0% | +1.6% | -73.6% | -71.7% |
| All | -72.0% | +0.1% | -72.1% | -71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling